Report title: Stability Analysis of Numerical Solutions of Stochastic Differential Equations

Reporter: Professor Gan Siqing, Central South University

Reporting time: August 20, 2020, 18:00-19:00

Report location: Tencent Conference Platform 628 427 549

School contact: Zou Yongkuizouyk@jlu,.edu.cn

Report summary：

The study of stochastic differential equations and their numerical methods is a hot topic in current academic research. Under the assumption of non-global Lipschitz continuity, we constructed the numerical format with the tame method, and studied the convergence and stability of the numerical method.

Brief introduction of the speaker：

Professor Gan Siqing has taught for 28 years and is currently the head of the Department of Applied Mathematics and Financial Mathematics of Central South University and a doctoral supervisor. He has long been engaged in the research of the theory and application of the numerical methods of differential equations. His research directions include numerical analysis of stochastic dynamic systems, numerical solution of ordinary differential equations, numerical solution of functional differential equations, parallel computing and system simulation, and applied probability.